Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49155.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43235.85 Kr¶

PnL: ---------------------------------------> -1639.73 Kr¶

DD now: ---------------------------------> -7.464 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:12:33.776302'

Anic Portfolio¶

Today¶

Return: -0.13 %¶

This Week¶

Return: -3.145 %¶

Total portfolio value¶

Return including deposits: 60.922 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -0.850000 1534.720000 111.720000 7.850000 1423.000014
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 0.440000 921.000000 9.000000 0.990000 912.000000
JM 7 2.330000 952.700000 2.700000 0.280000 950.000002
Atrium Ljungberg B 5 0.330000 906.500000 2.500000 0.280000 904.000000
Eastnine 6 -0.370000 652.800000 -4.200000 -0.640000 657.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
AcadeMedia 20 -0.330000 962.800000 -15.200000 -1.550000 978.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -0.080000 132.900000 -16.100000 -10.810000 149.000000
ASSA ABLOY B 4 -1.330000 975.600000 -17.400000 -1.750000 993.000000
OX2 12 -0.400000 887.400000 -21.600000 -2.380000 909.000000
Vitrolife 3 -2.010000 645.000000 -32.000000 -4.730000 677.000001
Bufab 3 -1.360000 1044.000000 -32.000000 -2.970000 1076.000001
Investor B 3 -0.570000 625.200000 -32.800000 -4.980000 657.999999
Hoist Finance 36 -0.370000 977.400000 -33.600000 -3.320000 1010.999988
Creaspac SPAC 40 -0.420000 3800.000000 -34.000000 -0.890000 3834.000000
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Sandvik 4 -1.170000 812.400000 -35.600000 -4.200000 848.000000
Byggmax Group 33 -0.350000 931.260000 -35.740000 -3.700000 966.999990
Latour B 4 -1.160000 820.000000 -36.000000 -4.210000 856.000000
Hexatronic Group 15 -1.040000 1030.500000 -40.500000 -3.780000 1071.000000
Addnode Group B 7 -0.960000 864.500000 -40.500000 -4.480000 904.999998
Sagax B 4 -1.400000 843.600000 -41.400000 -4.680000 885.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Vitec Software Group B 2 -1.300000 1062.000000 -42.000000 -3.800000 1104.000000
Gränges 10 -2.210000 996.500000 -42.500000 -4.090000 1039.000000
SKF B 5 -0.870000 936.250000 -43.750000 -4.460000 980.000000
Catena 2 -0.260000 760.800000 -45.200000 -5.610000 806.000000
Alimak Group 12 -2.320000 960.000000 -47.000000 -4.670000 1007.000004
EQT 4 -0.240000 825.600000 -47.400000 -5.430000 873.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.630000 881.600000 -75.400000 -7.880000 957.000000
Orrön Energy 170 -1.510000 1945.650000 -100.350000 -4.900000 2045.999980
Hexagon B 26 -1.440000 3290.300000 -129.700000 -3.790000 3420.000012
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 -0.510000 2548.200000 -435.380000 -14.590000 2983.577733
TOTAL 43235.850000 -1639.730000 -7.46439% 44875.578016

Updated:¶

'2023-06-22 12:12:51.706929'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶